+120.7%
XLK vs EW
+16.4%
+104.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +2.3% | -5.1% | +7.4% | +3.3% |
| 30D | +0.8% | -6.4% | +7.2% | +2.0% |
| 3M | +4.1% | -1.6% | +5.6% | +4.1% |
| 6M | +34.8% | +2.3% | +32.5% | +33.6% |
| YTD | +30.8% | +1.1% | +29.7% | +29.9% |
| 1Y | +42.4% | +8.0% | +34.4% | +39.4% |
| All | +120.7% | +16.4% | +104.2% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling